Ralph Silva

Universidade Federal do Rio de Janeiro (UFRJ)

Av; Pasteur, 250

terreo - Bairro Maracana

Rio de Janeiro, Rio de Janeiro 23890000

Brazil

SCHOLARLY PAPERS

1

DOWNLOADS

37

SSRN CITATIONS

2

CROSSREF CITATIONS

18

Scholarly Papers (1)

1.

On Some Properties of Markov Chain Monte Carlo Simulation Methods Based on the Particle Filter

Journal of Econometrics, Vol. 171, No. 2, 2012, UNSW Business School Research Paper Forthcoming
Number of pages: 38 Posted: 05 Jun 2019
University of Warwick, Universidade Federal do Rio de Janeiro (UFRJ), Norwegian Business School and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 37 (488,448)
Citation 2

Abstract:

Loading...

Auxiliary variables; Adapted ļ¬ltering; Bayesian inference; Simulated likelihood